Type:
Conference Paper›Invited and refereed articles in conference proceedings
Authored by:
Baras, John S., MacEnany, David C.
Conference date:
December 9-11, 1987
Conference:
The 26th IEEE Conference on Decision and Control, pp. 1592-1593
Full Text Paper:
Abstract:
In this paper, optimality results are given for the problems of Bayesian and Wald sequential (simple, binary) hypothesis testing on the rate of a counting process. An explicit formula is given for the Bayes risk, and the system to solve for the exact optimal thresholds is also given.